Local scaling limits of Lévy driven fractional random fields
نویسندگان
چکیده
We obtain a complete description of local anisotropic scaling limits for class fractional random fields $X$ on ${\mathbb{R}}^2$ written as stochastic integral with respect to infinitely divisible measure. The procedure involves increments over points the distance between which in horizontal and vertical directions shrinks $O(\lambda)$ $O(\lambda^\gamma)$ respectively $\lambda \downarrow 0$, some $\gamma>0$. consider two types $X$: usual increment rectangular increment, leading respective concepts $\gamma$-tangent $\gamma$-rectangent fields. prove that above both exist any $\gamma>0$ undergo transition, being independent $\gamma>\gamma_0$ $\gamma<\gamma_0$, $\gamma_0>0$; moreover, "unbalanced" ($\gamma\ne\gamma_0$) are $(H_1,H_2)$-multi self-similar one $H_i$, $i=1,2$, equal $0$ or $1$. paper extends Pilipauskait\.e Surgailis (2017) (2020) large-scale ${\mathbb{Z}}^2$ Benassi et al. (2004) $1$-tangent isotropic L\'evy
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2022
ISSN: ['1573-9759', '1350-7265']
DOI: https://doi.org/10.3150/21-bej1439